ECS 315: Probability and Random Processes 2015/1

HW Solution 7 — Due: Oct 28, 9:19 AM (in tutorial session)

Lecturer: Prapun Suksompong, Ph.D.

Instructions
(a) ONE part of a question will be graded (5 pt). Of course, you do not know which part
will be selected; so you should work on all of them.

(b) It is important that you try to solve all problems. (5 pt)

The extra questions at the end are optional.

(c) Late submission will be heavily penalized.

Problem 1. [F2013/1] For each of the following random variables, find P [1 < X ≤ 2].
(a) X ∼ Binomial(3, 1/3)

(b) X ∼ Poisson(3)

Solution:
(a) Because X ∼ Binomial(3, 1/3), we know that X can only take the values 0, 1, 2, 3.
Only the value 2 satisfies the condition given. Therefore, P [1 < X ≤ 2] = P [X = 2] =
pX (2). Recall that the pmf for the binomial random variable is
 
n x
pX (x) = p (1 − p)n−x
x
for x = 0, 1, 2, 3, . . . , n. Here, it is given that n = 3 and p = 1/3. Therefore,
  2  3−2
3 1 1 1 2 2
pX (2) = 1− =3× × = .
2 3 3 9 3 9

(b) Because X ∼ Poisson(3), we know that X can take the values 0, 1, 2, 3, . . . . As in the
previous part, only the value 2 satisfies the condition given. Therefore, P [1 < X ≤ 2] =
P [X = 2] = pX (2). Recall that the pmf for the Poisson random variable is
αx
pX (x) = e−α
x!
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ECS 315 HW Solution 7 — Due: Oct 28, 9:19 AM (in tutorial session) 2015/1

1.000

0.784

0.352

0.064
1 2 3 4
x
-1 0

Figure 7.1: CDF of X for Problem 2

2
for x = 0, 1, 2, 3, . . .. Here, it is given that α = 3. Therefore,

32 9
pX (2) = e−3 = e−3 ≈ 0.2240 .
2! 2

Problem 2. [M2011/1] The cdf of a random variable X is plotted in Figure 7.1.

(a) Find the pmf pX (x).

(b) Find the family to which X belongs. (Uniform, Bernoulli, Binomial, Geometric, Pois-
son, etc.)

Solution:

(a) For discrete random variable, P [X = x] is the jump size at x on the cdf plot. In this
problem, there are four jumps at 0, 1, 2, 3.
64
• P [X = 0] = the jump size at 0 = 0.064 = 1000
= (4/10)3 = (2/5)3 .
• P [X = 1] = the jump size at 1 = 0.352 − 0.064 = 0.288.
• P [X = 2] = the jump size at 2 = 0.784 − 0.352 = 0.432.
• P [X = 3] = the jump size at 3 = 1 − 0.784 = 0.216 = (6/10)3 .

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ECS 315 HW Solution 7 — Due: Oct 28, 9:19 AM (in tutorial session) 2015/1

In conclusion,


 0.064, x = 0,
 0.288, x = 1,


pX (x) = 0.432, x = 2,
0.216, x = 3,




0, otherwise.


(b) Among all the pmf that we discussed in class, only one can have support = {0, 1, 2, 3}
with unequal probabilities. This is the binomial pmf. To check that
it really is
Binomial, recall that the pmf for binomial X is given by pX (x) = nx px (1 − p)(n−x)
for x = 0, 1, 2, . . . , n. Here, n = 3. Furthermore, observe that pX (0) = (1 − p)n . By
comparing pX (0) with what we had in part (a), we have 1 −
p = 2/5 or p = 3/5. For
x = 1, 2, 3, plugging in p = 3/5 and n = 3 in to pX (x) = nx px (1 − p)(n−x) gives the
same values as what we had in part (a). So, X is a binomial RV.

Problem 3. Arrivals of customers at the local supermarket are modeled by a Poisson process
with a rate of λ = 2 customers per minute. Let M be the number of customers arriving
between 9:00 and 9:05. What is the probability that M < 2?
Solution: Here, we are given that M ∼ P(α) where α = λT = 2 × 5 = 10. Recall that,
for M ∼ P(α), we have
 −α αm
e m! , m ∈ {0, 1, 2, 3, . . .}
P [M = m] =
0, otherwise
Therefore,
α0 α1
P [M < 2] = P [M = 0] + P [M = 1] = e−α + e−α
0! 1!
−α −10 −10
= e (1 + α) = e (1 + 10) = 11e ≈ 5 × 10−4 .

Problem 4. When n is large, binomial distribution Binomial(n, p) becomes difficult to

compute directly because of the need to calculate factorial terms. In this question, we will
consider an approximation when the value of p is close to 0. In such case, the binomial can be
approximated1 by the Poisson distribution with parameter α = np. For this approximation
to work, we will see in this exercise that n does not have to be very large and p does not
need to be very small.
1
More specifically, suppose Xn has a binomial distribution with parameters n and pn . If pn → 0 and
npn → α as n → ∞, then
αk
P [Xn = k] → e−α .
k!

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ECS 315 HW Solution 7 — Due: Oct 28, 9:19 AM (in tutorial session) 2015/1

(a) Let X ∼ Binomial(12, 1/36). (For example, roll two dice 12 times and let X be the
number of times a double 6 appears.) Evaluate pX (x) for x = 0, 1, 2.

(b) Compare your answers part (a) with its Poisson approximation.

(c) Compare MATLAB plots of pX (x) in part (a) and the pmf of P(np).

Solution:
(a) For Binomial(n, p) random variable,

p (1 − p)n−x , x ∈ {0, 1, 2, . . . , n},

 n
x
pX (x) = x
0, otherwise.
1
Here, we are given that n = 12 and p = 36
. Plugging in x = 0, 1, 2, we get
0.7132, 0.2445, 0.0384 , respectively

(b) A Poisson random variable with parameter α = np can approximate a Binomial(n, p)

1
random variable when n is large and p is small. Here, with n = 12 and p = 36 , we
x
1 1 −α αx −1/3 (1/3)
have α = 12 × 36 = 3 . The Poisson pmf at x = 0, 1, 2 is given by e x! = e x!
.
Plugging in x = 0, 1, 2 gives 0.7165, 0.2388, 0.0398 , respectively.

(c) See Figure 7.2. Note how close they are!

0.8
Binomial pmf
0.7 Poisson pmf

0.6

0.5

0.4

0.3

0.2

0.1

0
0 1 2 3 4 5 6 7 8
x

Figure 7.2: Poisson Approximation

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ECS 315 HW Solution 7 — Due: Oct 28, 9:19 AM (in tutorial session) 2015/1

Problem 5. You go to a party with 500 guests. What is the probability that exactly one
other guest has the same birthday as you? Calculate this exactly and also approximately by
using the Poisson pmf. (For simplicity, exclude birthdays on February 29.) [Bertsekas and
Tsitsiklis, 2008, Q2.2.2]

Solution: Let N be the number of guests that has the same birthday as you. We may
think of the comparison of your birthday with each of the guests as a Bernoulli trial. Here,
there are 500 guests and therefore we are considering n = 500 trials. For each trial, the
1
(success) probability that you have the same birthday as the corresponding guest is p = 365 .
Then, this N ∼ Binomial(n, p).

(a) Binomial: P [N = 1] = np1 (1 − p)n−1 ≈ 0.348.

1
(b) Poisson: P [N = 1] = e−np (np)
1!
≈ 0.348.

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ECS 315 HW Solution 7 — Due: Oct 28, 9:19 AM (in tutorial session) 2015/1

Extra Questions
Here are some optional questions for those who want more practice.
Problem 6. A sample of a radioactive material emits particles at a rate of 0.7 per sec-
ond. Assuming that these are emitted in accordance with a Poisson distribution, find the
probability that in one second
(a) exactly one is emitted,
(b) more than three are emitted,
(c) between one and four (inclusive) are emitted
[Applebaum, 2008, Q5.27].

Solution: Let X be the number or particles emitted during the one second under
consideration. Then X ∼ P(α) where α = λT = 0.7 × 1 = 0.7.
1
(a) P [X = 1] = e−α α1! = αe−α = 0.7e−0.7 ≈ 0.3477.
3 k
e−0.7 0.7
P
(b) P [X > 3] = 1 − P [X ≤ 3] = 1 − k!
≈ 0.0058.
k=0

4 k
e−0.7 0.7
P
(c) P [1 ≤ X ≤ 4] = k!
≈ 0.5026.
k=1

Problem 7 (M2011/1). You are given an unfair coin with probability of obtaining a head
equal to 1/3, 000, 000, 000. You toss this coin 6,000,000,000 times. Let A be the event that
you get “tails for all the tosses”. Let B be the event that you get “heads for all the tosses”.
(a) Approximate P (A).
(b) Approximate P (A ∪ B).

Solution: Let N be the number of heads among the n tosses. Then, N ∼ B(n, p). Here, we
have small p = 1/3 × 109 and large n = 6 × 109 . So, we can apply Poisson approximation.
In other words, B(n, p) is well-approximated by P(α) where α = np = 2.
0
(a) P (A) = P [N = 0] = e− 2 20! = 1
e2
≈ 0.1353.
0 6×109
(b) P (A ∪ B) = P [N = 0] + P [N = n] = e−2 20! + e−2 (6×10
2
9 )! . The second term is extremely

small compared to the first one. Hence, P (A ∪ B) is approximately the same as P (A).

7-6
ECS 315: Probability and Random Processes 2015/1
HW Solution 8 — Due: Nov 4, 9:19 AM (in tutorial session)
Lecturer: Prapun Suksompong, Ph.D.

Instructions

(a) ONE part of a question will be graded (5 pt). Of course, you do not know which part
will be selected; so you should work on all of them.

(b) It is important that you try to solve all problems. (5 pt)

The extra questions at the end are optional.

(c) Late submission will be heavily penalized.

Problem 1. Consider a random variable X whose pmf is


 1/2, x = −1,
pX (x) = 1/4, x = 0, 1,
0, otherwise.


Let Y = X 2 .

(a) Find EX.

(b) Find E [X 2 ].

(c) Find Var X.

(d) Find σX .

(e) Find pY (y).

(f) Find EY .

(g) Find E [Y 2 ].

Solution:
1
xpX (x) = (−1) × 21 + (0) × 14 + (1) × 1
= − 21 + 1
P
(a) EX = 4 4
= − .
x 4

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ECS 315 HW Solution 8 — Due: Nov 4, 9:19 AM (in tutorial session) 2015/1

3
(b) E [X 2 ] = x2 pX (x) = (−1)2 × 12 + (0)2 × 14 + (1)2 × 1 1 1
P
4
= 2
+ 4
= .
x 4

3

2 11
(c) Var X = E [X 2 ] − (EX)2 = 4
− − 14 = 3
4
− 1
16
= .
16
√
√ 11
(d) σX = Var X = .
4
(e) First, we build a table to see which values y of Y are possible from the values x of X:

x pX (x) y
-1 1/2 (−1)2 = 1
0 1/4 (0)2 = 0
1 1/4 (1)2 = 1

Therefore, the random variable Y can takes two values: 0 and 1. pY (0) = pX (0) = 1/4.
pY (1) = pX (−1) + pX (1) = 1/2 + 1/4 = 3/4. Therefore,

 1/4, y = 0,
pY (y) = 3/4, y = 1,
0, otherwise.


1 3 3
. Alternatively, because Y = X 2 , we
P
(f) EY = ypY (y) = (0) × 4
+ (1) × 4
=
y 4
automatically have E [Y ] = E [X 2 ]. Therefore, we can simply use the answer from part
(b).

3
(g) E [Y 2 ] = y 2 pY (y) = (0)2 × 41 + (1)2 × 3
P
4
= . Alternatively,
y 4
  X 4 1 1 1 1 1 3
E Y 2 = E X4 = x pX (x) = (−1)4 × + (0)4 × + (1)4 × = + = .
 
x
2 4 4 2 4 4

Problem 2. For each of the following random variables, find EX and σX .

(a) X ∼ Binomial(3, 1/3)

(b) X ∼ Poisson(3)

Solution:

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ECS 315 HW Solution 8 — Due: Nov 4, 9:19 AM (in tutorial session) 2015/1

(a) From the lecture notes, we know that when X ∼ Binomial(n, p), we have EX = np
and Var X = p(1 − p). Here, n = 3 and p = 1/3. Therefore, EX = 3 × 13 = 1 . Also,
√
1 1

2 √ 2
because Var X = 3 1 − 3 = 9 , we have σX = Var X = .
3
(b) From the lecture notes, we know that when X ∼ Poisson(α), we have EX = α and
Var X = α. Here, α = 3. Therefore, EX = 3 . Also, because Var X = 3, we have
√
σX = 3 .

Problem 3. Suppose X is a uniform discrete random variable on {−3, −2, −1, 0, 1, 2, 3, 4}.
Find

(a) EX

(b) E [X 2 ]

(c) Var X

(d) σX

Solution: All of the calculations in this question are simply plugging in numbers into
appropriate formulas.

(a) EX = 0.5

(b) E [X 2 ] = 5.5

(c) Var X = 5.25

(d) σX = 2.2913

Alternatively, we can find a formula for the general case of uniform random variable X
on the sets of integers from a to b. Note that there are n = b − a + 1 values that the random
variable can take. Hence, all of them has probability n1 .

(a) EX = bk=a k n1 = n1 bk=a k = n1 × n(a+b) = a+b

P P
2 2
.

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ECS 315 HW Solution 8 — Due: Nov 4, 9:19 AM (in tutorial session) 2015/1

(b) First, note that

b b  
X X (k + 1) − (k − 2)
k (k − 1) = k (k − 1)
i=a k=a
3
b b
!
1 X X
= (k + 1) k (k − 1) − k (k − 1) (k − 2)
3 k=a k=a
1
= ((b + 1) b (b − 1) − a (a − 1) (a − 2))
3
where the last equality comes from the fact that there are many terms in the first sum
that is repeated in the second sum and hence many cancellations.
Now,
b
X b
X b
X b
X
2
k = (k (k − 1) + k) = k (k − 1) + k
k=a k=a k=a k=a
1 n (a + b)
= ((b + 1) b (b − 1) − a (a − 1) (a − 2)) +
3 2
Therefore,
b
X 1 1 a+b
k2 = ((b + 1) b (b − 1) − a (a − 1) (a − 2)) +
k=a
n 3n 2
1 2 1 1 1 1
= a − a + ab + b + b2
3 6 3 6 3
1 1 n2 −1
(c) Var X = E [X 2 ] − (EX)2 = 12
(b − a) (b − a + 2) = 12
(n − 1)(n + 1) = 12
.
√ q
2
(d) σX = Var X = n 12−1 .

Problem 4. (Expectation + pmf + Gambling + Effect of miscalculation of probability) In

the eighteenth century, a famous French mathematician Jean Le Rond d’Alembert, author
of several works on probability, analyzed the toss of two coins. He reasoned that because
this experiment has THREE outcomes, (the number of heads that turns up in those two
tosses can be 0, 1, or 2), the chances of each must be 1 in 3. In other words, if we let N be
the number of heads that shows up, Alembert would say that

pN (n) = 1/3 for N = 0, 1, 2. (8.1)

[Mlodinow, 2008, p 50–51]

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ECS 315 HW Solution 8 — Due: Nov 4, 9:19 AM (in tutorial session) 2015/1

We know that Alembert’s conclusion was wrong. His three outcomes are not equally
likely and hence classical probability formula can not be applied directly. The key is to
realize that there are FOUR outcomes which are equally likely. We should not consider 0, 1,
or 2 heads as the possible outcomes. There are in fact four equally likely outcomes: (heads,
heads), (heads, tails), (tails, heads), and (tails, tails). These are the 4 possibilities that make
up the sample space. The actual pmf for N is

 1/4, n = 0, 2,
pN (n) = 1/2 n = 1,
0 otherwise.


Suppose you travel back in time and meet Alembert. You could make the following bet
with Alembert to gain some easy money. The bet is that if the result of a toss of two coins
contains exactly one head, then he would pay you $150. Otherwise, you would pay him $100.
Let R be Alembert’s profit from this bet and Y be the your profit from this bet.

(a) Then, R = −150 if you win and R = +100 otherwise. Use Alembert’s miscalculated
probabilities from (8.1) to determine the pmf of R (from Alembert’s belief).

(b) Use Alembert’s miscalculated probabilities from (8.1) (or the corresponding (miscalcu-
lated) pmf found in part (a)) to calculate ER, the expected profit for Alembert.
Remark: You should find that ER > 0 and hence Alembert will be quite happy to
accept your bet.

(c) Use the actual probabilities, to determine the pmf of R.

(d) Use the actual pmf, to determine ER.

Remark: You should find that ER < 0 and hence Alembert should not accept your
bet if he calculates the probabilities correctly.

(e) Note that Y = +150 if you win and Y = −100 otherwise. Use the actual probabilities
to determine the pmf of Y .

(f) Use the actual probabilities, to determine EY .

Remark: You should find that EY > 0. This is the amount of money that you expect
to gain each time that you play with Alembert. Of course, Alembert, who still believes
that his calculation is correct, will ask you to play this bet again and again believing
that he will make profit in the long run.

By miscalculating probabilities, one can make wrong decisions (and lose a lot of money)!

Solution:

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ECS 315 HW Solution 8 — Due: Nov 4, 9:19 AM (in tutorial session) 2015/1

(a) P [R = −150] = P [N = 1] and P [R = +100] = P [N 6= 1] = P [N = 0] + P [N = 2].

So,


 pN (1), r = −150,
pR (r) = pN (0) + pN (2), r = +100,
0, otherwise.


Using Alembert’s miscalculated pmf,


 1/3, r = −150,
pR (r) = 2/3, r = +100,
0, otherwise


50
pR (r) = 31 × (−150) + 23 × 100 =
P
(b) From pR (r) in part (a), we have ER = r ≈ 16.67
3
(c) Again, 
 pN (1), r = −150,
pR (r) = pN (0) + pN (2), r = +100,
0, otherwise


Using the actual pmf,

 1
 2, r = −150,  1
1 , r = −150 or + 100,
pR (r) = 4
+ 14 , r = +100, = 2
0, otherwise.
0, otherwise


1
× (−150) + 12 × 100 = −25 .
P
(d) From pR (r) in part (c), we have ER = r pR (r) = 2

(e) Observe that Y = −R. Hence, using the answer from part (d), we have

1

2
,r = +150 or − 100,
pR (r) =
0, otherwise.

(f) Observe that Y = −R. Hence, EY = −ER. Using the actual probabilities, ER = −25
from part (d). Hence, EY = +25 .

Extra Questions
Here are some optional questions for those who want more practice.

8-6
ECS 315 HW Solution 8 — Due: Nov 4, 9:19 AM (in tutorial session) 2015/1

Problem 5. A random variables X has support containing only two numbers. Its expected
value is EX = 5. Its variance is Var X = 3. Give an example of the pmf of such a random
variable.
√ √
Solution: We first find σX = Var X = 3. Recall that this is the average deviation
√
from the mean. Because X takes only two values, we can make them at exactly ± 3 from
the mean; that is √ √
x1 = 5 − 3 and x2 = 5 + 3.
In which case, we automatically have EX = 5 and Var X = 3. Hence, one example of such
pmf is
 1 √
2
, x = 5 ± 3
pX (x) =
0, otherwise
We can also try to find a general formula for x1 and x2 . If we let p = P [X = x2 ], then
q = 1 − p = P [X = x1 ]. Given p, the values of x1 and x2 must satisfy two conditions:
EX = m and Var X = σ 2 . (In our case, m = 5 and σ 2 = 3.) From EX = m, we must have
x1 q + x2 p = m; (8.2)
that is
m p
x1 = − x2 .
q q
From Var X = σ 2 , we have E [X 2 ] = Var X + EX 2 = σ 2 + m2 and hence we must have
x21 q + x22 p = σ 2 + m2 . (8.3)
Substituting x1 from (8.2) into (8.3), we have
x22 p − 2x2 mp + pm2 − qσ 2 = 0

whose solutions are

p √
2mp ± 4m2 p2 − 4p (pm2 − qσ 2 ) 2mp ± 2σ pq
r
q
x2 = = =m±σ .
2p 2p p
Using (8.2), we have  r  r
m q p p
x1 = − m±σ =m∓σ .
q p q q
Therefore, for any given p, there are two pmfs:
 q
p


 1 − p, x = m − σ 1−p
q
pX (x) = p, x = m + σ 1−p

 p
0, otherwise,


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ECS 315 HW Solution 8 — Due: Nov 4, 9:19 AM (in tutorial session) 2015/1

or  q
p


 1 − p, x = m + σ 1−p
q
pX (x) = p, x = m − σ 1−p

 p
0, otherwise.


Problem 6. For each of the following families of random variable X, find the value(s) of x
which maximize pX (x). (This can be interpreted as the “mode” of X.)
(a) P(α)
(b) Binomial(n, p)
(c) G0 (β)
(d) G1 (β)
Remark [Y&G, p. 66]:
• For statisticians, the mode is the most common number in the collection of observa-
tions. There are as many or more numbers with that value than any other value. If
there are two or more numbers with this property, the collection of observations is
called multimodal. In probability theory, a mode of random variable X is a number
xmode satisfying
pX (xmode ) ≥ pX (x) for all x.

• For statisticians, the median is a number in the middle of the set of numbers, in the
sense that an equal number of members of the set are below the median and above the
median. In probability theory, a median, Xmedian , of random variable X is a number
that satisfies
P [X < Xmedian ] = P [X > Xmedian ] .

• Neither the mode nor the median of a random variable X need be unique. A random
variable can have several modes or medians.

Solution: We first note that when α > 0, p ∈ (0, 1), n ∈ N, and β ∈ (0, 1), the above
pmf’s will be strictly positive for some values of x. Hence, we can discard those x at which
pX (x) = 0. The remaining points are all integers. To compare them, we will evaluate pXpX(i+1)
(i)
.
(a) For Poisson pmf, we have
e−α αi+1
pX (i + 1) (i+1)! α
= e−α αi
= .
pX (i) i!
i+1
Notice that

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ECS 315 HW Solution 8 — Due: Nov 4, 9:19 AM (in tutorial session) 2015/1

pX (i+1)
• pX (i)
> 1 if and only if i < α − 1.
pX (i+1)
• pX (i)
= 1 if and only if i = α − 1.
pX (i+1)
• pX (i)
< 1 if and only if i > α − 1.

Let τ = α − 1. This implies that τ is the place where things change. Moving from i
to i + 1, the probability strictly increases if i < τ . When i > τ , the next probability
value (at i + 1) will decrease.

(i) Suppose α ∈ (0, 1), then α − 1 < 0 and hence i > α − 1 for all i. (Note that i
are are nonnegative integers.) This implies that the pmf is a strictly decreasing
function and hence the maximum occurs at the first i which is i = 0.
(ii) Suppose α ∈ N. Then, the pmf will be strictly increasing until we reaches i = α−1.
At which point, the next probability value is the same. Then, as we further
increase i, the pmf is strictly decreasing. Therefore, the maximum occurs at α − 1
and α.
(iii) Suppose α ∈ / N and α ≥ 1. Then we will have have any i = α − 1. The
pmf will be strictly increasing where the last increase is from i = bα − 1c to
i + 1 = bα − 1c + 1 = bαc. After this, the pmf is strictly decreasing. Hence, the
maximum occurs at bαc.

To summarize,

 0, α ∈ (0, 1),
arg max pX (x) = α − 1 and α, α is an integer,
x
bαc, α > 1 is not an integer.


(b) For binomial pmf, we have

pX (i + 1)
n!
(i+1)!(n−i−1)!
pi+1 (1 − p)n−i−1 (n − i) p
= = .
pX (i) n!
i!(n−i)!
pi (1 − p)n−i (i + 1) (1 − p)

Notice that
pX (i+1)
• pX (i)
> 1 if and only if i < np − 1 + p = (n + 1)p − 1.
pX (i+1)
• pX (i)
= 1 if and only if i = (n + 1)p − 1.
pX (i+1)
• pX (i)
< 1 if and only if i > (n + 1)p − 1.

8-9
ECS 315 HW Solution 8 — Due: Nov 4, 9:19 AM (in tutorial session) 2015/1

Let τ = (n+1)p−1. This implies that τ is the place where things change. Moving from
i to i + 1, the probability strictly increases if i < τ . When i > τ , the next probability
value (at i + 1) will decrease.

(i) Suppose (n+1)p is an integer. The pmf will strictly increase as a function of i, and
then stays at the same value at i = τ = (n + 1)p − 1 and i + 1 = (n + 1)p − 1 + 1 =
(n + 1)p. Then, it will strictly decrease. So, the maximum occurs at (n + 1)p − 1
and (n + 1)p.
(ii) Suppose (n + 1)p is not an integer. Then, there will not be any i that is = τ .
Therefore, we only have the pmf strictly increases where the last increase occurs
when we goes from i = bτ c to i + 1 = bτ c + 1. After this, the probability
is strictly decreasing. Hence, the maximum is unique and occur at bτ c + 1 =
b(n + 1)p − 1c + 1 = b(n + 1)pc.

To summarize,

(n + 1)p − 1 and (n + 1)p, (n + 1)p is an integer,
arg max pX (x) =
x b(n + 1)pc, (n + 1)p is not an integer.

pX (i+1)
(c) pX (i)
= β < 1. Hence, pX (i) is strictly decreasing. The maximum occurs at the
smallest value of i which is 0 .
pX (i+1)
(d) pX (i)
= β < 1. Hence, pX (i) is strictly decreasing. The maximum occurs at the
smallest value of i which is 1 .

Problem 7. An article in Information Security Technical Report [“Malicious Software—

Past, Present and Future” (2004, Vol. 9, pp. 618)] provided the data (shown in Figure 8.1)
on the top ten malicious software instances for 2002. The clear leader in the number of
registered incidences for the year 2002 was the Internet worm “Klez”. This virus was first
detected on 26 October 2001, and it has held the top spot among malicious software for the
longest period in the history of virology.
Suppose that 20 malicious software instances are reported. Assume that the malicious
sources can be assumed to be independent.

(a) What is the probability that at least one instance is “Klez”?

(b) What is the probability that three or more instances are “Klez”?

(c) What are the expected value and standard deviation of the number of “Klez” instances
among the 20 reported?

8-10
 [“Malicious Software—Past, Present and Future” (2004, Vol. 9, (b) What is the probability of no hits?
pp. 6–18)] provided the following data on the top ten mali- (c) What are the mean and variance of
cious software instances for 2002. The clear leader in the num- 3-92. A statistical process control ch
ber of registered incidences for the year 2002 was the Internet of 20 parts from a metal punching pro
worm “Klez,” and it is still one of the most widespread threats. hour. Typically, 1% of the parts require
This virus was first detected on 26 October 2001, and it has the number of parts in the sample of 20
held the
ECS 315 HW Solution 8— top Due:
spot among
Novmalicious
4, 9:19software
AM (in for the longest session)
tutorial process problem
2015/1is suspected if X exc
period in the history of virology. than three standard deviations.
(a) If the percentage of parts that req
Place Name % Instances 1%, what is the probability that X
more than three standard deviation
1 I-Worm.Klez 61.22% (b) If the rework percentage increas
2 I-Worm.Lentin 20.52% probability that X exceeds 1?
3 I-Worm.Tanatos 2.09% (c) If the rework percentage increase
4 I-Worm.BadtransII 1.31% probability that X exceeds 1 in at le
5 Macro.Word97.Thus 1.19% hours of samples?
6 I-Worm.Hybris 0.60% 3-93. Because not all airline passen
reserved seat, an airline sells 125 ticket
7 I-Worm.Bridex 0.32%
only 120 passengers. The probability th
8 I-Worm.Magistr 0.30% show up is 0.10, and the passengers be
9 Win95.CIH 0.27% (a) What is the probability that every
10 I-Worm.Sircam 0.24% up can take the flight?
(b) What is the probability that the flig
The 10 most widespread malicious programs for 2002
seats?
(Source—Kaspersky
Figure 8.1: The 10 most widespread Labs). programs for 2002 (Source—Kaspersky Labs).
malicious
3-94. This exercise illustrates that p
Suppose that 20 malicious software instances are reported. schedules and costs. A manufacturing pr
Assume that the malicious sources can be assumed
Solution: Let N be the number of instances (among the 20) that areorders to be inde- to fill. Then,
“Klez”. Each order requires one
pendent.
N ∼binomial(n, p) where n = 20 and p = 0.6122. purchased from a supplier. However, ty
(a) What is the probability that at least one instance is “Klez”? ponents are identified as defective, and
(b) What is the probability that three or more instances20are assumed to be independent.

0 20
(a) P [N ≥ 1] = 1−P [N < 1] = 1−P [N = 0] = 1−pN (0) = 1− 0 ×0.6122 ×0.3878 ≈
“Klez”? (a) If the manufacturer stocks 100 co
0.9999999941 ≈ (c)
1. What are the mean and standard deviation of the number
probability that the 100 orders
of “Klez” instances among the 20 reported? reordering components?
(b)
3-90. Heart failure is due to either natural occurrences (b) If the manufacturer stocks 102 co
P [N ≥ 3] = 1 − P [N < 3] = 1 − (P [N = 0] + P [N = 1] + P [N probability = 2]) that the 100 orders
(87%) or outside factors (13%). Outside factors are related to
2   reordering components?
induced substances
X 20or foreign objects. k
Natural20−k
occurrences are
caused − arterial blockage,
= 1 by (0.6122) (0.3878)
disease, ≈ Suppose
and infection. 0.999997 (c) If the manufacturer stocks 105 co
k probability that the 100 orders
that 20 patients
k=0 will visit an emergency room with heart failure.
Assume that causes of heart failure between individuals are reordering components?
(c) EN =√ np = 20 ×independent.
0.6122
p = 12.244.
√ 3-95. Consider the lengths of stay at
σN = Var N =(a) Whatnp(1 is−the = 20 ×that
p) probability three×
0.6122 0.3878 ≈have
individuals 2.179.
condi- department in Exercise 3-29. Assume
tions caused by outside factors? pendently arrive for service.
(b) What is the probability that three or more individuals have (a) What is the probability that the le
conditions caused by outside factors? one person is less than or equal to 4
(c) What are the mean and standard deviation of the number (b) What is the probability that exactly
of individuals with conditions caused by outside factors? than 4 hours?

8-11
ECS 315: Probability and Random Processes 2015/1
HW 9 — Due: Nov 11, 9:19 AM (in tutorial session)
Lecturer: Prapun Suksompong, Ph.D.

Instructions

(a) ONE part of a question will be graded (5 pt). Of course, you do not know which part
will be selected; so you should work on all of them.

(b) It is important that you try to solve all problems. (5 pt)

The extra questions at the end are optional.

(c) Late submission will be rejected.

Problem 1 (Modified from Yates and Goodman, 2005, Q3.1.3). The CDF of a random
variable W is 

 0, w < −5,
 (w + 5)/8, −5 ≤ w < −3,


FW (w) = 1/4, −3 ≤ w < 3,
1/4 + 3 (w − 3) /8, 3 ≤ w < 5,




1, w ≥ 5.


(a) Is W a continuous random variable?

(b) What is P [W ≤ 4]?

(c) What is P [−2 < W ≤ 2]?

(d) What is P [W > 0]?

(e) What is the value of a such that P [W ≤ a] = 1/2?

Problem 2 (Yates and Goodman, 2005, Q3.2.1). The random variable X has probability
density function 
cx 0 ≤ x ≤ 2,
fX (x) =
0, otherwise.
Use the pdf to find

(a) the constant c,

9-1
ECS 315 HW 9 — Due: Nov 11, 9:19 AM (in tutorial session) 2015/1

(b) P [0 ≤ X ≤ 1],

(c) P [−1/2 ≤ X ≤ 1/2],

(d) the cdf FX (x).

Problem 3 (Yates and Goodman, 2005, Q3.2.3). The CDF of random variable W is


 0, w < −5,
 (w + 5)/8, −5 ≤ w < −3,


FW (w) = 1/4, −3 ≤ w < 3,
1/4 + 3 (w − 3) /8, 3 ≤ w < 5,




1, w ≥ 5.


Find its pdf fW (w).

Problem 4 (Yates and Goodman, 2005, Q3.3.4). The pdf of random variable Y is

y/2 0 ≤ y < 2,
fY (y) =
0, otherwise.

What are E [Y ] and Var Y ?

Problem 5 (Yates and Goodman, 2005, Q3.3.6). The cdf of random variable V is

 0 v < −5,
2
FV (v) = (v + 5) /144, −5 ≤ v < 7,
1 v ≥ 7.


(a) What is E [V ]?

(b) What is Var[V ]?

(c) What is E [V 3 ]?

9-2
Y&G Q3.1.3
Wednesday, October 03, 2012
3:14 PM

ECS315 2015 HW9 Page 1

Y&G Q3.2.1
Wednesday, October 03, 2012
3:50 PM

ECS315 2015 HW9 Page 2

Y&G Q3.2.3
Wednesday, October 03, 2012
4:18 PM

ECS315 2015 HW9 Page 3

Y&G Q3.3.4
Tuesday, September 07, 2010
2:08 PM

ECS315 2015 HW9 Page 4

Y&G Q3.3.6
Wednesday, October 03, 2012
4:37 PM

ECS315 2015 HW9 Page 5

ECS 315: Probability and Random Processes 2015/1
HW Solution 10 — Due: Nov 18, 8:59 AM
Lecturer: Prapun Suksompong, Ph.D.

Problem 1 (Randomly Phased Sinusoid). Suppose Θ is a uniform random variable on the

interval (0, 2π).

(a) Consider another random variable X defined by

X = 5 cos(7t + Θ)

where t is some constant. Find E [X].

(b) Consider another random variable Y defined by

Y = 5 cos(7t1 + Θ) × 5 cos(7t2 + Θ)

where t1 and t2 are some constants. Find E [Y ].

Solution: First, because Θ is a uniform random variable on the interval (0, 2π), we
1
know that fΘ (θ) = 2π 1(0,2π) (t). Therefore, for “any” function g, we have
Z ∞
E [g(Θ)] = g(θ)fΘ (θ)dθ.
−∞
R 2π 1
(a) X is a function of Θ. E [X] = 5E [cos(7t + Θ)] = 5 0 2π cos(7t + θ)dθ. Now, we know
that integration over a cycle of a sinusoid gives 0. So, E [X] = 0 .

(b) Y is another function of Θ.

1
E [Y ] = E [5 cos(7t1 + Θ) × 5 cos(7t2 + Θ)] = ∫02π 5 cos(7t1 + θ) × 5 cos(7t2 + θ)dθ
2π
25 2π
= ∫ cos(7t1 + θ) × cos(7t2 + θ)dθ.
2π 0

10-1
ECS 315 HW Solution 10 — Due: Nov 18, 8:59 AM 2015/1

Recall1 the cosine identity

1
cos(a) × cos(b) = (cos (a + b) + cos (a − b)) .
2
Therefore,
25 2π
EY = ∫ cos (14t + 2θ) + cos (7 (t1 − t2 )) dθ
4π 0
25 2π
∫0 cos (14t + 2θ) dθ + ∫02π cos (7 (t1 − t2 )) dθ .


=
4π
The first integral gives 0 because it is an integration over two period of a sinusoid. The
integrand in the second integral is a constant. So,

25 25 25
EY = cos (7 (t1 − t2 )) ∫02π dθ = cos (7 (t1 − t2 )) 2π = cos (7 (t1 − t2 )) .
4π 4π 2

Problem 2 (Yates and Goodman, 2005, Q3.4.5). X is a continuous uniform RV on the

interval (−5, 5).
(a) What is its pdf fX (x)?
(b) What is its cdf FX (x)?
(c) What is E [X]?
(d) What is E [X 5 ]?
 
(e) What is E eX ?

Solution: For a uniform random variable X on the interval (a, b), we know that

0, x < a or x > b,
fX (x) = 1
b−a
, a ≤x≤b
1
This identity could be derived easily via the Euler’s identity:

eja + e−ja ejb + e−jb 1 ja jb

e e + e−ja ejb + eja e−jb + e−ja e−jb


cos(a) × cos(b) = × =
2 2 4
1 eja ejb + e−ja e−jb e−ja ejb + eja e−jb
 
= +
2 2 2
1
= (cos (a + b) + cos (a − b)) .
2

10-2
ECS 315 HW Solution 10 — Due: Nov 18, 8:59 AM 2015/1

and 
0, x < a or x > b,
FX (x) = x−a
b−a
, a ≤ x ≤ b.
In this problem, we have a = −5 and b = 5.

0, x < −5 or x > 5,
(a) fX (x) = 1
10
, −5 ≤ x ≤ 5

0, x < a or x > b,
(b) FX (x) = x+5
10
, a ≤ x ≤ b.

R∞ R5 1 x2 
5
1 1
52 − (−5)2 = 0 .


(c) EX = xfX (x) dx = x× 10
dx = 10 2 
= 20
−∞ −5 −5

In general,

Zb Zb b
1 1 1 x2  1 b 2 − a2 a+b
EX = x dx = xdx = = = .
b−a b−a b−a 2 a b−a 2
 2
a a

With a = −5 and b = 5, we have EX = 0 .

R∞ R5 1 x6 
5
1 1
56 − (−5)6 = 0 .


(d) E [X 5 ] = x5 fX (x) dx = x5 × 10
dx = 10 6 
= 60
−∞ −5 −5

In general,

Zb Zb b
 5
 5 1 1 5 1 x6  1 b 6 − a6
E X = x dx = x dx = = .
b−a b−a b − a 6 a b − a 2
a a

With a = −5 and b = 5, we have E [X 5 ] = 0 .

(e) In general,

Zb Zb
1 1 1 eb − ea
X x
ex dx = ex |ba =
 
E e = e dx = .
b−a b−a b−a b−a
a a

 X e5 − e−5
With a = −5 and b = 5, we have E e = ≈ 14.84.
10

10-3
ECS 315 HW Solution 10 — Due: Nov 18, 8:59 AM 2015/1

Problem 3. A random variable X is a Gaussian random variable if its pdf is given by

1 1 x−m 2
fX (x) = √ e− 2 ( σ ) ,
2πσ
for some constant m and positive number σ. Furthermore, when a Gaussian random variable
has m = 0 and σ = 1, we say that it is a standard Gaussian random variable. There is no
closed-form expression for the cdf of the standard Gaussian random variable. The cdf itself
is denoted by Φ and its values (or its complementary values Q(·) = 1−Φ(·)) are traditionally
provided by a table.
Suppose Z is a standard Gaussian random variable.

(a) Use the Φ table to find the following probabilities:

(i) P [Z < 1.52]

(ii) P [Z < −1.52]
(iii) P [Z > 1.52]
(iv) P [Z > −1.52]
(v) P [−1.36 < Z < 1.52]

(b) Use the Φ table to find the value of c that satisfies each of the following relation.

(i) P [Z > c] = 0.14

(ii) P [−c < Z < c] = 0.95

Solution:

(a)

(i) P [Z < 1.52] = Φ(1.52) = 0.9357.

(ii) P [Z < −1.52] = Φ(−1.52) = 1 − Φ(1.52) = 1 − 0.9357 = 0.0643.
(iii) P [Z > 1.52] = 1 − P [Z < 1.52] = 1 − Φ(1.52) = 1 − 0.9357 = 0.0643.
(iv) It is straightforward to see that the area of P [Z > −1.52] is the same as P [Z < 1.52] =
Φ(1.52). So, P [Z > −1.52] = 0.9357.
Alternatively, P [Z > −1.52] = 1 − P [Z ≤ −1.52] = 1 − Φ(−1.52) = 1 − (1 −
Φ(1.52)) = Φ(1.52).
(v) P [−1.36 < Z < 1.52] = Φ(1.52)−Φ(−1.36) = Φ(1.52)−(1−Φ(1.36)) = Φ(1.52)+
Φ(1.36) − 1 = 0.9357 + 0.9131 − 1 = 0.8488.

10-4
ECS 315 HW Solution 10 — Due: Nov 18, 8:59 AM 2015/1

(b)

(i) P [Z > c] = 1 − P [Z ≤ c] = 1 − Φ(c). So, we need 1 − Φ(c) = 0.14 or Φ(c) =

1 − 0.14 = 0.86. In the Φ table, we do not have exactly 0.86, but we have 0.8599
and 0.8621. Because 0.86 is closer to 0.8599, we answer the value of c whose
φ(c) = 0.8599. Therefore, c ≈ 1.08.
(ii) P [−c < Z < c] = Φ(c) − Φ(−c) = Φ(c) − (1 − Φ(c)) = 2Φ(c) − 1. So, we need
2Φ(c) − 1 = 0.95 or Φ(c) = 0.975. From the Φ table, we have c ≈ 1.96.

Problem 4. The peak temperature T , as measured in degrees Fahrenheit, on a July day in

New Jersey is a N (85, 100) random variable.
Remark: Do not forget that, for our class, the second parameter in N (·, ·) is the variance
(not the standard deviation).

(a) Express the cdf of T in terms of the Φ function.

(b) Express each of the following probabilities in terms of the Φ function(s). Make sure
that the arguments of the Φ functions are positive. (Positivity is required so that we
can directly use the Φ/Q tables to evaluate the probabilities.)

(i) P [T > 100]

(ii) P [T < 60]
(iii) P [70 ≤ T ≤ 100]

(c) Express each of the probabilities in part (b) in terms of the Q function(s). Again, make
sure that the arguments of the Q functions are positive.

(d) Evaluate each of the probabilities in part (b) using the Φ/Q tables.

(e) Observe that the Φ table (“Table 4” from the lecture) stops at z = 2.99 and the Q
table (“Table 5” from the lecture) starts at z = 3.00. Why is it better to give a table
for Q(z) instead of Φ(z) when z is large?

Solution:
x−m


(a) Recall that when X ∼ N (m, σ 2 ), FX (x) = Φ σ
. Here, T ∼ N (85, 102 ). Therefore,
 
t − 85
FT (t) = Φ .
10

10-5
ECS 315 HW Solution 10 — Due: Nov 18, 8:59 AM 2015/1

(b)
100−85


(i) P [T > 100] = 1 − P [T ≤ 100] = 1 − FT (100) = 1 − Φ 10
= 1 − Φ(1.5)
(ii) P [T < 60] = P [T ≤ 60] because T is a continuous random variable and hence
P [T = 60] = 0. Now, P [T ≤ 60] = FT (60) = Φ 60−85


10
= Φ (−2.5) =
1 − Φ (2.5) . Note that, for the last equality, we use the fact that Φ(−z) =
1 − Φ(z).
(iii)
   
100 − 85 70 − 85
P [70 ≤ T ≤ 100] = FT (100) − FT (70) = Φ −Φ
10 10
= Φ (1.5) − Φ (−1.5) = Φ (1.5) − (1 − Φ (1.5)) = 2Φ (1.5) − 1.

(c) In this question, we use the fact that Q(x) = 1 − Φ(x).

(i) 1 − Φ(1.5) = Q(1.5).

(ii) 1 − Φ (2.5) = Q(2.5).

(iii) 2Φ (1.5) − 1 = 2(1 − Q(1.5)) − 1 = 2 − 2Q(1.5) − 1 = 1 − 2Q(1.5).

(d)

(i) 1 − Φ(1.5) = 1 − 0.9332 = 0.0668.

(ii) 1 − Φ (2.5) = 1 − 0.99379 = 0.0062.
(iii) 2Φ (1.5) − 1 = 2 (0.9332) − 1 = 0.8664.

(e) When z is large, Φ(z) will start with 0.999... The first few significant digits will all be
the same and hence not quite useful to be there.

Extra Questions
Here are some optional questions for those who want more practice.

Problem 5. Let X be a uniform random variable on the interval [0, 1]. Set
             
1 1 1 3 1 1 3 1 5 3 7
A = 0, , B = 0, ∪ , , and C = 0, ∪ , ∪ , ∪ , .
2 4 2 4 8 4 8 2 8 4 8

Are the events [X ∈ A], [X ∈ B], and [X ∈ C] independent?

10-6
ECS 315 HW Solution 10 — Due: Nov 18, 8:59 AM 2015/1

Solution: Note that

1
Z2
1
P [X ∈ A] = dx = ,
2
0
1 3
Z4 Z4
1
P [X ∈ B] = dx + dx = , and
2
0 1
2
1 3 5 7
Z8 Z8 Z8 Z8
1
P [X ∈ C] = dx + dx + dx + dx = .
2
0 1 1 3
4 2 4

Now, for pairs of events, we have

1
Z4
1
P ([X ∈ A] ∩ [X ∈ B]) = dx = = P [X ∈ A] × P [X ∈ B] , (10.1)
4
0
1 3
Z8 Z8
1
P ([X ∈ A] ∩ [X ∈ C]) = dx + dx = = P [X ∈ A] × P [X ∈ C] , and (10.2)
4
0 1
4
1 5
Z8 Z8
1
P ([X ∈ B] ∩ [X ∈ C]) = dx + dx = = P [X ∈ B] × P [X ∈ C] . (10.3)
4
0 1
2

Finally,
1
Z8
1
P ([X ∈ A] ∩ [X ∈ B] ∩ [X ∈ C]) = dx = = P [X ∈ A] P [X ∈ B] P [X ∈ C] . (10.4)
8
0

From (10.1), (10.2), (10.3) and (10.4), we can conclude that the events [X ∈ A], [X ∈ B],
and [X ∈ C] are independent .

Problem 6 (Q3.5.6). Solve this question using the Φ/Q table.

A professor pays 25 cents for each blackboard error made in lecture to the student who
points out the error. In a career of n years filled with blackboard errors, the total amount
in dollars paid can be approximated by a Gaussian random variable Yn with expected value
40n and variance 100n.

10-7
ECS 315 HW Solution 10 — Due: Nov 18, 8:59 AM 2015/1

(a) What is the probability that Y20 exceeds 1000?

(b) How many years n must the professor teach in order that P [Yn > 1000] > 0.99?

Solution: We are given2 that Yn ∼ N (40n, 100n). Recall that when X ∼ N (m, σ 2 ),
 
x−m
FX (x) = Φ . (10.5)
σ

n ∼ N (40 × 20, 100 × 20) = N (800, 2000). For this random

(a) Here n = 20. So, we have Y√
variable m = 800 and σ = 2000.
We want to find P [Y20 > 1000] which is the same as 1 − P [Y2 0 ≤ 1000]. Expressing
this quantity using cdf, we have

P [Y20 > 1000] = 1 − FY20 (1000).

Apply (10.5) to get

 
1000 − 800
P [Y20 > 1000] = 1 − Φ √ = 1 − Φ(4.472) ≈ Q(4.47) ≈ 3.91 × 10−6 .
2000

(b) Here, the value of n is what we want. So, we will need to keep the formula in the
general form. Again, from (10.5), for Yn ∼ N (40n, 100n), we have
   
1000 − 40n 100 − 4n
P [Yn > 1000] = 1 − FYn (1000) = 1 − Φ √ =1−Φ √ .
10 n n

To find the value of n such that P [Yn > 1000] > 0.99, we will first find the value of z
which make
1 − Φ (z) > 0.99. (10.6)

At this point, we may try to solve for the value of Z by noting that (10.6) is the same
as
Φ (z) < 0.01. (10.7)
Unfortunately, the tables that we have start with Φ(0) = 0.5 and increase to something
close to 1 when the argument of the Φ function is large. This means we can’t directly
find 0.01 in the table. Of course, 0.99 is in there and therefore we will need to solve
(10.6) via another approach.
2
Note that the expected value and the variance in this question are proportional to n. This naturally
occurs when we consider the sum of i.i.d. random variables. The approximation by Gaussian random variable
is a result of the central limit theorem (CLT).

10-8
ECS 315 HW Solution 10 — Due: Nov 18, 8:59 AM 2015/1

To do this, we use another property of the Φ function. Recall that 1 − Φ(z) = Φ(−z).
Therefore, (10.6) is the same as

Φ (−z) > 0.99. (10.8)

From our table, we can then conclude that (10.7) (which is the same as (10.8)) will
happen when −z > 2.33. (If you have MATLAB, then you can get a more accurate
answer of 2.3263.)
√
Now, plugging in z = 100−4n
√
n
, we have 4n−100
√
n
> 2.33. To solve for n, we first let x = n.
2
In which case, we have 4x −100
x
> 2.33 or, equivalently, 4x2 − 2.33x − 100 > 0. The two
roots√are x = −4.717 and x > 5.3. So, We need x < −4.717 or x > 5.3. Note that
x = n and therefore can not be negative. So, we only have one case; that is, we need
x > 5.3. Because n = x2 , we then conclude that we need n > 28.1 years .

10-9
ECS 315: Probability and Random Processes 2015/1
HW Solution 11 — Due: Nov 25, 9:19 AM
Lecturer: Prapun Suksompong, Ph.D.

Problem 1. Suppose that the time to failure (in hours) of fans in a personal computer can
be modeled by an exponential distribution with λ = 0.0003.

(a) What proportion of the fans will last at least 10,000 hours?

(b) What proportion of the fans will last at most 7000 hours?

[Montgomery and Runger, 2010, Q4-97]

Solution: See handwritten solution

Problem 2. Consider each random variable X defined below. Let Y = 1 + 2X. (i) Find
and sketch the pdf of Y and (ii) Does Y belong to any of the (popular) families discussed in
class? If so, state the name of the family and find the corresponding parameters.

(a) X ∼ U(0, 1)

(b) X ∼ E(1)

(c) X ∼ N (0, 1)

Solution: See handwritten solution

Problem 3. Consider each random variable X defined below. Let Y = 1 − 2X. (i) Find
and sketch the pdf of Y and (ii) Does Y belong to any of the (popular) families discussed in
class? If so, state the name of the family and find the corresponding parameters.

(a) X ∼ U(0, 1)

(b) X ∼ E(1)

(c) X ∼ N (0, 1)

Solution: See handwritten solution

11-1
HW11 Q1: Exponential RV
Friday, November 21, 2014 9:02 AM

ECS315 2015 HW11 Page 1

HW11 Q2 Affine Transformation
Tuesday, November 11, 2014 4:15 PM

ECS315 2015 HW11 Page 2

ECS315 2015 HW11 Page 3
HW11 Q3 Affine Transformation
Tuesday, November 11, 2014 4:15 PM

ECS315 2015 HW11 Page 4

ECS315 2015 HW11 Page 5
ECS 315 HW Solution 11 — Due: Nov 25, 9:19 AM 2015/1

Problem 4. Let X ∼ E(5) and Y = 2/X.

(a) Check that Y is still a continuous random variable.
(b) Find FY (y).
(c) Find fY (y).
(d) (optional) Find EY .
10 10 10
d −y
Hint: Because dy e = y102 e− y > 0 for y 6= 0. We know that e− y is an increasing
function on our range of integration. In particular, consider y > 10/ ln(2). Then,
10
e− y > 12 . Hence,
Z∞ Z∞ Z∞ Z∞
10 − 10y 10 − 10y 10 1 5
e dy > e dy > dy = dy.
y y y 2 y
0 10/ ln 2 10/ ln 2 10/ ln 2

Remark: To be technically correct, we should be a little more careful when writing

Y = X2 because it is undefined when X = 0. Of course, this happens with 0 probability;
so it won’t create any serious problem. However, to avoid the problem, we may define
Y by
2/ , X 6= 0,

Y = X
0, X = 0.

Solution: In this question, we have Y = g(X) where the function g is defined by

g(x) = x2 .
(a) First, we evaluate P [Y = y] = P [g(X) = y].
• For each value of y 6= 0, there is only one x value that satisfies y = g(x). (That
x value is x = y2 .)
• When y = 0, there is no x value that satisfies y = g(x).
In both cases, for each value of y, the number of solutions for y = g(x) is countable.
Therefore, we can write
X
P [Y = y] = P [X = x] .
x:g(x)=y

Here, X ∼ E(5). Therefore, X is a continuous random variable and P [X = x] = 0 for

any x. Hence, X
P [Y = y] = 0 = 0.
x:g(x)=y

Because P [Y = y] = 0 for all y, we conclude that Y is a continuous random variable.

11-2
ECS 315 HW Solution 11 — Due: Nov 25, 9:19 AM 2015/1

(b) We consider two cases: “y ≤ 0” and “y > 0”.

(i) Because X > 0, we know that Y = X2 must be > 0 and hence, FY (y) = 0 for
y ≤ 0. Note that Y can not be = 0. We need X = ∞ or −∞ to make Y = 0.
However, ±∞ are not real numbers therefore they are not possible X values.
(ii) For y > 0,    
2 2
FY (y) = P [Y ≤ y] = P ≤y =P X≥ .
X y
Note that, for the last equality, we can freely move X and y without worry-
ing about “flipping the inequality” or “division by zero” because both X and y
considered here are strictly positive. Now, for X ∼ E(λ) and x > 0, we have
Z∞
∞
P [X ≥ x] = λe−λt dt = −e−λt x = e−λx
x

Therefore,
2 −10
FY (y) = e−5( y ) = e y .

Combining the two cases above we have

10
e− y , y > 0

FY (y) =
0, y≤0

(c) Because we have already derived the cdf in the previous part, we can find the pdf via
d
the cdf by fY (y) = dy FY (y). This gives fY at all points except at y = 0 which we will
set fY to be 0 there. (This arbitrary assignment works for continuous RV. This is why
we need to check first that the random variable is actually continuous.) Hence,
( 10
10 − y
y2
e , y>0
fY (y) =
0, y ≤ 0.

(d) We can find EY from fY (y) found in the previous part or we can even use fX (x)
Method 1:
Z ∞ Z∞ Z∞
10 10 10 − 10y
EY = yfY (y) = y 2 e− y dy = e dy
−∞ y y
0 0

11-3
ECS 315 HW Solution 11 — Due: Nov 25, 9:19 AM 2015/1

From the hint, we have

Z∞ Z∞ Z∞
10 − 10y 10 1 5
EY > e dy > dy = dy
y y 2 y
10/ ln 2 10/ ln 2 10/ ln 2

= 5 ln y|∞
10/ ln 2 = ∞.

Therefore, EY = ∞ .
Method 2:
 Z∞  Z∞ Z1
1 1 1 −λx 1 −λx
EY = E = fX (x) dx = λe dx > λe dx
X x x x
−∞ 0 0
Z1 Z1
1 −λ 1
> λe dx = λe−λ dx = λe−λ ln x|10 = ∞,
x x
0 0

where the second inequality above comes from the fact that for x ∈ (0, 1), e−λx > e−λ .

Problem 5. In wireless communications systems, fading is sometimes modeled by lognor-

mal random variables. We say that a positive random variable Y is lognormal if ln Y is a
normal random variable (say, with expected value m and variance σ 2 ).
(a) Check that Y is still a continuous random variable.

(b) Find the pdf of Y .

Hint: First, recall that the ln is the natural log function (log base e). Let X = ln Y .
Then, because Y is lognormal, we know that X ∼ N (m, σ 2 ). Next, write Y as a function of
X.

Solution:
Because X = ln(Y ), we have Y = eX . So, here, we consider Y = g(X) where the function
g is defined by g(x) = ex .

(a) First, we evaluate P [Y = y] = P [g(X) = y]. Note that for each value of y, there is
only one x value that satisfies y = g(x). (That x value is x = ln(y).) So, the number
of solutions for y = g(x) is countable. Therefore, we can write
X
P [Y = y] = P [X = x] .
x:g(x)=y

11-4
ECS 315 HW Solution 11 — Due: Nov 25, 9:19 AM 2015/1

Here, X ∼ N (m, σ 2 ). Therefore, X is a continuous random variable and P [X = x] = 0

for any x. Hence, X
P [Y = y] = 0 = 0.
x:g(x)=y

Because P [Y = y] = 0 for all y, we conclude that Y is a continuous random variable.

(b) Start with Y = eX . We know that exponential function gives strictly positive number.
So, Y is always strictly positive. In particular, FY (y) = 0 for y ≤ 0.
Next, for y > 0, by definition, FY (y) = P [Y ≤ y]. Plugging in Y = eX , we have
FY (y) = P eX ≤ y .
 

Because the exponential function is strictly increasing, the event [eX ≤ y] is the same
as the event [X ≤ ln y]. Therefore,
FY (y) = P [X ≤ ln y] = FX (ln y) .

Combining the two cases above, we have


FX (ln y) , y > 0,
FY (y) =
0, y ≤ 0.

Finally, we apply
d
fY (y) = FY (y).
dy
d
For y < 0, we have fY (y) = dy
0 = 0. For y > 0,
d d d 1
fY (y) = FY (y) = FX (ln y) = fX (ln y) × ln y = fX (ln y) . (11.1)
dy dy dy y
Therefore,
1

f
y X
(ln y) , y > 0,
fY (y) =
0, y < 0.
At y = 0, because Y is a continuous random variable, we can assign any value, e.g. 0,
to fY (0). Then
 1
f (ln y) , y > 0,
y X
fY (y) =
0, otherwise.

Here, X ∼ N (m, σ 2 ). Therefore,

1 1 x−m 2
fX (x) = √ e− 2 ( σ )
2πσ

11-5
ECS 315 HW Solution 11 — Due: Nov 25, 9:19 AM 2015/1

and
ln(y)−m 2
(
√ 1 − 12 ( ) , y > 0,
fY (y) = 2πσy
e σ

0, otherwise.

Extra Questions

Problem 6. Cholesterol is a fatty substance that is an important part of the outer lining
(membrane) of cells in the body of animals. Its normal range for an adult is 120–240 mg/dl.
The Food and Nutrition Institute of the Philippines found that the total cholesterol level for
Filipino adults has a mean of 159.2 mg/dl and 84.1% of adults have a cholesterol level below
200 mg/dl. Suppose that the cholesterol level in the population is normally distributed.

(a) Determine the standard deviation of this distribution.

(b) What is the value of the cholesterol level that exceeds 90% of the population?

(c) An adult is at moderate risk if cholesterol level is more than one but less than two
standard deviations above the mean. What percentage of the population is at moderate
risk according to this criterion?

(d) An adult is thought to be at high risk if his cholesterol level is more than two standard
deviations above the mean. What percentage of the population is at high risk?

Solution: See handwritten solution

Problem 7. Consider a random variable X whose pdf is given by

 2
cx , x ∈ (1, 2) ,
fX (x) =
0, otherwise.

Let Y = 4 |X − 1.5|.
(a) Find EY .

(b) Find fY (y).

Solution: See handwritten solution

11-6
HW11 Q6: Gaussian RV - Cholesterol
Thursday, November 13, 2014 3:49 PM

ECS315 2015 HW11 Page 6

HW11 Q7: SISO
Saturday, November 22, 2014 11:54 PM

ECS315 2015 HW11 Page 7

ECS315 2015 HW11 Page 8
ECS315 2015 HW11 Page 9
ECS 315: Probability and Random Processes 2015/1
HW Solution 12 — Due: Dec 2, 9:19 AM
Lecturer: Prapun Suksompong, Ph.D.

Problem 1. Let X ∼ E(3).

(a) For each of the following function g(x). Indicate whether the random variable Y =
g(X) is a continuous random variable.

(i) g(x) = x2 .

1, x ≥ 0,
(ii) g(x) = .
0, x < 0.
 −4x
4e , x ≥ 0,
(iii) g(x) =
0, x < 0.

x, x ≤ 5,
(iv) g(x) =
5, x > 5.

(b) Repeat part (a), but now check whether the random variable Y = g(X) is a discrete
random variable.

Hint: As shown in class, to check whether Y is a continuous random variable, we may

check whether P [Y = y] = 0 for any real number y. Because Y = g(X), the probability
under consideration is

P [Y = y] = P [g (X) = y] = P [X ∈ {x : g (x) = y}] .

• At a particular y value, if there are at most countably many x values that satisfy
g(X) = y, then X
P [Y = y] = P [X = x].
x:g(x)=y

When X is a continuous random variable, P [X = x] = 0 for any x. Therefore,

P [Y = y] = 0.
Conclusion: Suppose X is a continuous random variable and there are at most count-
ably many x values that satisfy g(X) = y for any y. Then, Y is a continuous random
variable.

12-1
ECS 315 HW Solution 12 — Due: Dec 2, 9:19 AM 2015/1

• Suppose at a particular y value, we have uncountably manyPx values that satisfy

g(X) = y. Then, we can’t rewrite P [X ∈ {x : g (x) = y}] as P [X = x] because
x:g(x)=y
axiom P3 of probability is only applicable to countably many disjoint sets (cases).
When X is a continuous random variable, we can find probability by integrating its
pdf: Z
P [Y = y] = P [X ∈ {x : g (x) = y}] = fX (x)dx.
{x:g(x)=y}

If we can find a y value whose integration above is > 0 , we can conclude right away
that Y is not a continuous random variable.

Solution:

(a)

(i) YES .
When y < 0, there is no x that satisfies g(x) = y. When y = 0, there is exactly one
√
x (x = 0) that satisfies g(x) = y. When y > 0, there is exactly two x (x = ± y)
that satisfies g(x) = y.
Therefore, for any y, there are at most countably many x values that satisfy
g(X) = y. Because X is a continuous random variable, we conclude that Y is
also a continuous random variable.
(ii) NO . An easy way to see this is that there can be only two values out of the
function g(·): 0 or 1. So, Y = g(X) is a discrete random variable.
Alternatively, consider y = 1. We see that any x ≥ 0, can make g(x) = 1.
Therefore,
P [Y = 1] = P [X ≥ 0] .
For X ∼ E(3), P [X ≥ 0] = 1 > 0.
Because we found a y with P [Y = y] > 0. Y can not be a continuous random
variable.
(iii) YES .
The plot of the function g(x) may help you see the following facts: When y > 4
or y < 0, there is no x that gives y = g(x). When 0 < y < 4, there is exactly
one x that satisfies y = g(x). Because X is a continuous random variable, we can
conclude that P [Y = y] is 0 for y 6= 0.
When y = 0, any x < 0 would satisfy g(x) = y. So, P [Y = 0] = P [X < 0].
However, because X ∼ E(3) is always positive. P [X < 0] = 0.

12-2
ECS 315 HW Solution 12 — Due: Dec 2, 9:19 AM 2015/1

(iv) NO . Consider y = 5. We see that any x ≥ 5, can make g(x) = 5. Therefore,

P [Y = 5] = P [X ≥ 5] .

For X ∼ E(3),
Z∞
P [X ≥ 5] = 3e−3x dx = e−15 > 0.
5

Because P [Y = 5] > 0, we conclude that Y can’t be a continuous random variable.

(b) To check whether a random variable is discrete, we simply check whether it has a count-
able support. Also, if we have already checked that a random variable is continuous,
then it can’t also be discrete.

(i) NO . We checked before that it is a continuous random variable.

(ii) YES as discussed in part (a).
(iii) NO . We checked before that it is a continuous random variable.
(iv) NO . Because X is positive, Y = g(X) can be any positive number in the interval
(0, 5]. The interval is uncountable. Therefore, Y is not discrete.
We have shown previously that Y is not a continuous random variable. Here.
knowing that it is not discrete means that it is of the last type: mixed random
variable.

Problem 2. The input X and output Y of a system subject to random perturbations are
described probabilistically by the following joint pmf matrix:

y 2 4 5
x
1 0.02 0.10 0.08
3 0.08 0.32 0.40
 

Evaluate the following quantities:

(a) The marginal pmf pX (x)

(b) The marginal pmf pY (y)

(c) EX

12-3
ECS 315 HW Solution 12 — Due: Dec 2, 9:19 AM 2015/1

(d) Var X
(e) EY
(f) Var Y
(g) P [XY < 6]
(h) P [X = Y ]

Solution: The MATLAB codes are provided in the file P XY marginal.m.

(a) The marginal pmf pX (x) is founded by the sums along the rows of the pmf matrix:

 0.2, x = 1
pX (x) = 0.8, x = 3
0, otherwise.


(b) The marginal pmf pY (y) is founded by the sums along the columns of the pmf matrix:


 0.1, y = 2
0.42, y = 4

pY (y) =

 0.48, y = 5
0, otherwise.


P
(c) EX = xpX (x) = 1 × 0.2 + 3 × 0.8 = 0.2 + 2.4 = 2.6 .
x

(d) E [X 2 ] = x2 pX (x) = 12 × 0.2 + 32 × 0.8 = 0.2 + 7.2 = 7.4. So, Var X = E [X 2 ] −

P
x
(EX)2 = 7.4 − (2.6)2 = 7.4 − 6.76 = 0.64 .
P
(e) EY = ypY (y) = 2 × 0.1 + 4 × 0.42 + 5 × 0.48 = 0.2 + 1.68 + 2.4 = 4.28 .
y

(f) E [Y 2 ] = y 2 pY (y) = 22 × 0.1 + 42 × 0.42 + 52 × 0.48 = 19.12. So, Var Y = E [Y 2 ] −

P
y
(EY )2 = 19.12 − 4.282 = 0.8016 .
(g) Among the 6 possible pairs of (x, y) shown in the joint pmf matrix, only the pairs
(1, 2), (1, 4), (1, 5) satisfy xy < 6. Therefore, [XY < 6] = [X = 1] which implies
P [XY < 6] = P [X = 1] = 0.2 .
(h) Among the 6 possible pairs of (x, y) shown in the joint pmf matrix, there is no pair
which has x = y. Therefore, P [X = Y ] = 0 .

12-4
ECS 315 HW Solution 12 — Due: Dec 2, 9:19 AM 2015/1

Problem 3. The time until a chemical reaction is complete (in milliseconds) is approximated
by the cumulative distribution function

1 − e−0.01x , x ≥ 0,

FX (x) =
0, otherwise.

(a) Determine the probability density function of X.

(b) What proportion of reactions is complete within 200 milliseconds?

Solution: See handwritten solution

Problem 4. Let a continuous random variable X denote the current measured in a thin
copper wire in milliamperes. Assume that the probability density function of X is

5, 4.9 ≤ x ≤ 5.1,
fX (x) =
0, otherwise.

(a) Find the probability that a current measurement is less than 5 milliamperes.

(b) Find and plot the cumulative distribution function of the random variable X.

(c) Find the expected value of X.

(d) Find the variance and the standard deviation of X.

(e) Find the expected value of power when the resistance is 100 ohms?

Solution: See handwritten solution

12-5
Q3: pdf and cdf - chemical reaction
Thursday, November 13, 2014 11:07 AM

ECS315 2015 HW12 Page 1

Q4: pdf, cdf, expected value, variance - current and power
Thursday, November 13, 2014 11:01 AM

ECS315 2015 HW12 Page 2

ECS315 2015 HW12 Page 3
ECS 315 HW Solution 12 — Due: Dec 2, 9:19 AM 2015/1

Extra Question

Problem 5. The input X and output Y of a system subject to random perturbations are
described probabilistically by the joint pmf pX,Y (x, y), where x = 1, 2, 3 and y = 1, 2, 3, 4, 5.
Let P denote the joint pmf matrix whose i,j entry is pX,Y (i, j), and suppose that
 
7 2 8 5 4
1 
P = 4 2 5 5 9 
71
2 4 8 5 1
(a) Find the marginal pmfs pX (x) and pY (y).
(b) Find EX
(c) Find EY
(d) Find Var X
(e) Find Var Y

Solution: All of the calculations in this question are simply plugging numbers into
appropriate formula. The MATLAB codes are provided in the file P XY marginal 2.m.
(a) The marginal pmf pX (x) is founded by the sums along the rows of the pmf matrix:
 

 26/71, x = 1 
 0.3662, x=1
25/71, x = 2 0.3521, x=2
 
pX (x) = ≈

 20/71, x = 3 
 0.2817, x=3
0, otherwise 0, otherwise.
 

The marginal pmf pY (y) is founded by the sums along the columns of the pmf matrix:
 

 13/71, y = 1 
 0.1831, y = 1
8/71, y = 2 0.1127, y = 2

 


 

21/71, y = 3 0.2958, y = 3
 
pY (y) = ≈

 15/71, y = 4 
 0.2113, y = 4
14/71, y = 5 0.1972, y = 5

 


 

0, otherwise 0, otherwise.
 

136
(b) EX = 71
≈ 1.9155
222
(c) EY = 71
≈ 3.1268
3230
(d) Var X = 5041
≈ 0.6407
9220
(e) Var Y = 5041
≈ 1.8290

12-6
ECS 315: Probability and Random Processes 2015/1
HW Solution 13 — Due: Not Due
Lecturer: Prapun Suksompong, Ph.D.

Problem 1. The input X and output Y of a system subject to random perturbations are
described probabilistically by the following joint pmf matrix:

y 2 4 5
x
1 0.02 0.10 0.08
3 0.08 0.32 0.40
 

(a) Evaluate the following quantities:

(i) E [XY ]
(ii) E [(X − 3)(Y − 2)]
(iii) E [X(Y 3 − 11Y 2 + 38Y )]
(iv) Cov [X, Y ]
(v) ρX,Y

Hint: Write down the formulas then use MATLAB or Excel to compute them.

(b) Find ρX,X

(c) Calculate the following quantities using the values of Var X, Cov [X, Y ], and ρX,Y that
you got earlier.

(i) Cov [3X + 4, 6Y − 7]

(ii) ρ3X+4,6Y −7
(iii) Cov [X, 6X − 7]
(iv) ρX,6X−7

Solution: The MATLAB codes are provided in the file P XY EVarCov.m.

13-1
ECS 315 HW Solution 13 — Due: Not Due 2015/1

(a)
(i) From MATLAB, E [XY ] = 11.16 .
(ii) From MATLAB, E [(X − 3)(Y − 2)] = −0.88 .
(iii) From MATLAB, E [X(Y 3 − 11Y 2 + 38Y )] = 104 .
(iv) From MATLAB, Cov [X, Y ] = 0.032 .
(v) From MATLAB, ρX,Y = 0.044677 .
Cov[X,X] Var[X]
(b) ρX,X = σX σX
= σX2 = 1.

(c)
(i) Cov [3X + 4, 6Y − 7] = 3 × 6 × Cov [X, Y ] ≈ 3 × 6 × 0.032 ≈ 0.576 .
(ii) Note that
Cov [aX + b, cY + d]
ρaX+b,cY +d =
σaX+b σcY +d
acCov [X, Y ] ac
= = ρX,Y = sign(ac) × ρX,Y .
|a|σX |c|σY |ac|
Hence, ρ3X+4,6Y −7 = sign(3 × 4)ρX,Y = ρX,Y = 0.0447 .
(iii) Cov [X, 6X − 7] = 1 × 6 × Cov [X, X] = 6 × Var[X] ≈ 3.84 .
(iv) ρX,6X−7 = sign(1 × 6) × ρX,X = 1 .

Problem 2. Suppose X ∼ binomial(5, 1/3), Y ∼ binomial(7, 4/5), and X Y . Evaluate

|=

the following quantities.

(a) E [(X − 3)(Y − 2)]
(b) Cov [X, Y ]
(c) ρX,Y

Solution:
(a) First, because X and Y are independent, we have E [(X − 3)(Y − 2)] = E [X − 3] E [Y − 2].
Recall that E [aX + b] = aE [X]+b. Therefore, E [X − 3] E [Y − 2] = (E [X] − 3) (E [Y ] − 2)
Now, for Binomial(n, p), the expected value is np. So,
  
1 4 4 18 24
(E [X] − 3) (E [Y ] − 2) = 5 × − 3 7× −2 =− × = − = −4.8.
3 5 3 5 5

13-2
ECS 315 HW Solution 13 — Due: Not Due 2015/1

(b) Cov [X, Y ] = 0 because X Y.

|=
(c) ρX,Y = 0 because Cov [X, Y ] = 0

√ √
21 4 6 1
Problem 3. Suppose we know that σX = 10
, σY = 5
, ρX,Y = − √126 .

(a) Find Var[X + Y ].

(b) Find E [(Y − 3X + 5)2 ]. Assume E [Y − 3X + 5] = 1.

Solution:
2 21 96
(a) First, we know that Var X = σX = 100 , Var Y = σY2 = 25 , and Cov [X, Y ] = ρX,Y ×
2
σX × σY = − 25 . Now,

Var [X + Y ] = E ((X + Y ) − E [X + Y ])2 = E ((X − EX) + (Y − EY ))2

   

= E (X − EX)2 + 2E [(X − EX) (Y − EY )] + E (Y − EY )2

   

= Var X + 2Cov [X, Y ] + Var Y

389
= = 3.89.
100
Remark: It is useful to remember that

Var [X + Y ] = Var X + 2Cov [X, Y ] + Var Y.

Note that when X and Y are uncorrelated, Var [X + Y ] = Var X +Var Y . This simpler
formula also holds when X and Y are independence because independence is a stronger
condition.

(b) First, we write

Y − aX − b = (Y − EY ) − a (X − EX) − (aEX + b − EY ) .
| {z }
c

Now, using the expansion

(u + v + t)2 = u2 + v 2 + t2 + 2uv + 2ut + 2vt,

we have
(Y − aX − b)2 = (Y − EY )2 + a2 (X − EX)2 + c2
− 2a (X − EX) (Y − EY ) − 2c (Y − EY ) + 2a (X − EX) c.

13-3
ECS 315 HW Solution 13 — Due: Not Due 2015/1

Recall that E [X − EX] = E [Y − EY ] = 0. Therefore,

E (Y − aX − b)2 = Var Y + a2 Var X + c2 − 2aCov [X, Y ]

 

Plugging back the value of c, we have

E (Y − aX − b)2 = Var Y + a2 Var X + (E [(Y − aX − b)])2 − 2aCov [X, Y ] .

 

Here, a = 3 and b = −5. Plugging these values along with the given quantities into
the formula gives
721
E (Y − aX − b)2 =
 
= 7.21.
100

Problem 4. The input X and output Y of a system subject to random perturbations are
described probabilistically by the joint pmf pX,Y (x, y), where x = 1, 2, 3 and y = 1, 2, 3, 4, 5.
Let P denote the joint pmf matrix whose i,j entry is pX,Y (i, j), and suppose that
 
7 2 8 5 4
1 
P = 4 2 5 5 9 
71
2 4 8 5 1

(a) Find the marginal pmfs pX (x) and pY (y).

(b) Find EX

(c) Find EY

(d) Find Var X

(e) Find Var Y

Solution: All of the calculations in this question are simply plugging numbers into
appropriate formula. The MATLAB codes are provided in the file P XY marginal 2.m.

(a) The marginal pmf pX (x) is founded by the sums along the rows of the pmf matrix:
 

 26/71, x = 1 
 0.3662, x=1
25/71, x = 2 0.3521, x=2
 
pX (x) = ≈

 20/71, x = 3 
 0.2817, x=3
0, otherwise 0, otherwise.
 

13-4
ECS 315 HW Solution 13 — Due: Not Due 2015/1

The marginal pmf pY (y) is founded by the sums along the columns of the pmf matrix:
 

 13/71, y = 1 
 0.1831, y = 1
8/71, y = 2 0.1127, y = 2

 


 

21/71, y = 3 0.2958, y = 3
 
pY (y) = ≈

 15/71, y = 4 
 0.2113, y = 4
14/71, y = 5 0.1972, y = 5

 


 

0, otherwise 0, otherwise.
 

136
(b) EX = 71
≈ 1.9155
222
(c) EY = 71
≈ 3.1268
3230
(d) Var X = 5041
≈ 0.6407
9220
(e) Var Y = 5041
≈ 1.8290

Problem 5. A webpage server can handle r requests per day. Find the probability that
the server gets more than r requests at least once in n days. Assume that the number of
requests on day i is Xi ∼ P(α) and that X1 , . . . , Xn are independent.

Solution: [Gubner, 2006, Ex 2.10]

"n # "n # n
[ \ Y
P [Xi > r] = 1 − P [Xi ≤ r] = 1 − P [Xi ≤ r]
i=1 i=1 i=1
n r
! r
!n
Y X αk e−α X αk e−α
=1− = 1− .
i=1 k=0
k! k=0
k!

Extra Questions

Problem 6. Suppose X ∼ binomial(5, 1/3), Y ∼ binomial(7, 4/5), and X Y.

|=

(a) A vector describing the pmf of X can be created by the MATLAB expression:

x = 0:5; pX = binopdf(x,5,1/3).

What is the expression that would give pY, a corresponding vector describing the pmf
of Y ?

13-5
ECS 315 HW Solution 13 — Due: Not Due 2015/1

(b) Use pX and pY from part (a), how can you create the joint pmf matrix in MATLAB? Do
not use “for-loop”, “while-loop”, “if statement”. Hint: Multiply them in an appropriate
orientation.

(c) Use MATLAB to evaluate the following quantities. Again, do not use “for-loop”, “while-
loop”, “if statement”.

(i) EX
(ii) P [X = Y ]
(iii) P [XY < 6]

Solution: The MATLAB codes are provided in the file P XY jointfromMarginal indp.m.

(a) y = 0:7; pY = binopdf(y,7,4/5);

(b) P = pX.’*pY;

(c)

(i) EX = 1.667
(ii) P [X = Y ] = 0.0121
(iii) P [XY < 6] = 0.2727

Problem 7. Suppose Var X = 5. Find Cov [X, X] and ρX,X .

Solution:

(a) Cov [X, X] = E [(X − EX)(X − EX)] = E [(X − EX)2 ] = Var X = 5 .

Cov[X,X] Var X Var X
(b) ρX,X = σX σX
= 2
σX
= Var X
= 1.

13-6